+198.9%
HPQ vs FAST
+506.4%
-307.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -0.5% | +1.3% | -1.8% | -1.1% |
| 30D | +3.7% | -4.7% | +8.5% | +5.9% |
| 3M | +24.3% | +7.9% | +16.4% | +19.6% |
| 6M | +64.8% | +7.4% | +57.3% | +57.6% |
| YTD | +43.9% | +25.1% | +18.8% | +27.6% |
| 1Y | +11.7% | +4.7% | +7.0% | +7.5% |
| 3Y | +19.7% | +94.7% | -75.0% | -17.2% |
| 5Y | +32.2% | +106.8% | -74.5% | -12.2% |
| 10Y | +198.9% | +507.7% | -308.7% | +29.9% |
| All | +198.9% | +506.4% | -307.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling